Delay dependent stability of highly nonlinear hybrid stochastic systems
نویسندگان
چکیده
منابع مشابه
Exponential Stability of Nonlinear Stochastic Systems with Time-delay
This note studies the exponential stability of nonlinear stochastic systems with time delay. Firstly, a more general Lyapunov-Krasovskii functional is constructed, and based on Ito calculus rules for stochastic systems, a novel delay-dependent sufficient condition for exponential stability in mean square is derived in terms of linear matrix inequalities, and it is proved in theory that the obta...
متن کاملMoment Asymptotic Stability of Stochastic Hybrid Delay Systems
In this paper we investigate the moment asymptotic stability for the nonlinear stochastic hybrid delay systems. Sufficient criteria on the stabilization and robust stability are also established for linear stochastic hybrid delay systems. Copyright c ©2005 IFAC
متن کاملStability of Stochastic Delay Hybrid Systems with Jumps
The jump diffusion process has come to play an important role in many branches of science and industry. In their book [25], Øksendal and Sulem have studied the optimal control, optimal stopping and impulse control for jump diffusion processes. In mathematical finance theory, many researchers have developed option pricing theory, for example, Merton [24] was the first to use the jump process to ...
متن کاملOn Delay-dependent Stability for a Class of Discrete Nonlinear Stochastic Systems
Global asymptotic stability conditions for discrete nonlinear scalar stochastic systems with state delay are obtained based on the convergence theorem for semimartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. The Lyapunov-Krasovskii and degenerate functionals techniques are used. The derived stability conditions are directly expressed in terms of ...
متن کاملDelay-dependent Stability for Vector Nonlinear Stochastic Systems with Multiple Delays
Global asymptotic stability conditions for vector nonlinear stochastic systems with multiple state delays are obtained based on the convergence theorem for semimartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. Obtaining the delay-dependent stability conditions for nonlinear stochastic time-delay systems leads to a significant advantage in the nonl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Automatica
سال: 2017
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2017.04.050